--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/signal/pburg.m	Wed Oct 10 19:54:49 2001 +0000
@@ -0,0 +1,92 @@
+## Copyright (C) 1999 Paul Kienzle
+##
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2 of the License, or
+## (at your option) any later version.
+##
+## This program is distributed in the hope that it will be useful,
+## but WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+## GNU General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with this program; if not, write to the Free Software
+## Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+
+## usage:  [P, f] = pburg (x, p [, nfft [, Fs [, range]]] [, units])
+## 
+## Fits x with an AR (p)-model with Burg's method, and computes
+## the power spectrum.
+##
+## x = signal to estimate
+## nfft is number of points at which to sample the power spectrum
+## Fs is the sampling frequency of x
+## range is 'half' or 'whole'
+## units is  'squared' for magnitude squared, or 'db' for decibels (default)
+##
+## Returns P, the magnitude vector, and f, the frequencies at which it
+## is sampled.  If there are no return values requested, then plot the power
+## spectrum and don't return anything.
+##
+function [P, w] = pburg (x, p, ...)
+  
+  if (nargin < 2 || nargin > 6) 
+    usage("[P, f] = pburg(x, p [,nfft [,Fs [,range]]] [, units])");
+  endif
+  
+  [a, v] = arburg(x, p);
+  if (nargout == 0)
+    __power(sqrt(v), a, all_va_args);
+  else
+    [P, w] = __power(sqrt(v), a, all_va_args);
+  endif
+
+endfunction
+
+%!demo
+%! ## construct target system:
+%! ##   symmetric zero-pole pairs at r*exp(iw),r*exp(-iw)
+%! ##   zero-pole singletons at s
+%! pw=[0.2, 0.4, 0.45, 0.95];   #pw = [0.4];
+%! pr=[0.98, 0.98, 0.98, 0.96]; #pr = [0.85];
+%! ps=[];
+%! zw=[0.3];  # zw=[];
+%! zr=[0.95]; # zr=[];
+%! zs=[];
+%! 
+%! save_empty_list_elements_ok = empty_list_elements_ok;
+%! unwind_protect
+%!   empty_list_elements_ok = 1;
+%!   ## system function for target system
+%!   p=[[pr, pr].*exp(1i*pi*[pw, -pw]), ps];
+%!   z=[[zr, zr].*exp(1i*pi*[zw, -zw]), zs];
+%! unwind_protect_cleanup
+%!   empty_list_elements_ok = save_empty_list_elements_ok;
+%! end_unwind_protect
+%! sys_a = real(poly(p));
+%! sys_b = real(poly(z));
+%! order = length(p)+length(z);
+%!
+%! ## simulation
+%! n=512;
+%! var=0.05;  #var=0;
+%! s = [1; sqrt(var)*randn(n-1,1)]; var=(1+var*(n-1))/n;
+%! x = filter(sys_b,sys_a,s); % AR system output
+%!
+%! ## test
+%! subplot(211);
+%! title("magnitude squared spectral estimate (pburg)");
+%! p = abs(fft(x)).^2;
+%! plot(linspace(0,1,n/2),p(1:n/2),';FFT spectrum;');
+%! hold on; pburg(x, order, 'squared'); hold off;
+%!
+%! subplot(212);
+%! title("log-magnitude-squared spectral estimate (pburg)");
+%! p = 20*log10(abs(fft(x)));
+%! plot(linspace(0,1,n/2),p(1:n/2),';FFT spectrum;');
+%! hold on; pburg(x, order); hold off;
+%!
+%! oneplot();
+%! %------------------------------------------------
+%! % Confirm that the power spectrum matches the FFT